Re: How to use Eplex correctly and efficiently in this case.

From: Joachim Schimpf <>
Date: Tue 22 Feb 2005 06:15:53 PM GMT
Message-ID: <>
Huy wrote:
> Hi Everyone,
> I would like to ask for your advice on a more specific
> problem I am having:
> I am writing a program that searchs a decision tree
> and makes decision at every choice point by comparing
> the the expected reward of each branch. This reward
> value is a linear function of several time variables,

In the program you have given, constraints are only associated
with the leaves of the tree, and only there do you need to solve
a linear problem. The reward of the higher tree nodes then is
trivial to compute by adding the node constants to the result
of the subtrees. Does your actual problem really have this

  Joachim Schimpf              /             phone: +44 20 7594 8187
  IC-Parc                     /
  Imperial College London    /
Received on Tue Feb 22 18:20:27 2005

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